+320.6%
ROK vs NTNX
+148.8%
+171.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -1.2% | -3.1% | +1.9% | -0.8% |
| 30D | -4.8% | +2.0% | -6.8% | -5.2% |
| 3M | -6.1% | +34.0% | -40.0% | -10.6% |
| 6M | +15.5% | +72.4% | -56.9% | +4.8% |
| YTD | +11.2% | +27.5% | -16.4% | +5.6% |
| 1Y | +23.8% | -18.7% | +42.6% | +26.1% |
| 3Y | +53.1% | +80.8% | -27.6% | +33.5% |
| 5Y | +48.3% | +54.5% | -6.2% | +27.5% |
| All | +320.6% | +148.8% | +171.8% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NTNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling